It's not explicitly mentioned in either of the Integration guides, but we don't support multiple connectors syncing to the same program
Jira integration guide – Jira Align
Azure DevOps integration guide – Jira Align

Kyle Foreman:

We don’t support multiple connectors (Jira + Jira, ADO + Jira, or ADO + ADO) syncing to the same program, so they’d have set up Jira teams in one program and ADO in another program… Then use a multi-program epic with a child feature in the Jira program and a child feature in the ADO program

Reference: https://atlassian.slack.com/archives/CHWTFF3J4/p1644535986340789

It would be good to have clarification of this somewhere in help.jiraalign.com

Suggested phrasing:

 We don't support multiple connectors syncing into the same program.
Whether it's Jira + Jira, ADO + Jira, or ADO + ADO

We advise that you set up the Jira project in one JA program, and the ADO project in another JA program. Then you could use a multi-program Epic with a child feature from each of those two programs.

There is an open request to revisit this issue, which I share for your reference in case it's important.

 JIRAALIGN-4449 Support multiple Jira connectors with the same program